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:

Pattni, K., Broom, M. & Rychtar, J. (2017). Evolutionary dynamics and the

evolution of multiplayer cooperation in a subdivided population. Journal of Theoretical

Biology, 429, pp. 105-115. doi: 10.1016/j.jtbi.2017.06.034

This is the accepted version of the paper.

This version of the publication may differ from the final published

version.

Permanent repository link: http://openaccess.city.ac.uk/17811/

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http://dx.doi.org/10.1016/j.jtbi.2017.06.034

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Evolutionary dynamics and the evolution of multiplayer

cooperation in a subdivided population

Karan Pattnia, Mark Brooma, Jan Rycht´aˇrb

aDepartment of Mathematics, City, University of London, Northampton Square, London,

EC1V 0HB, UK

bDepartment of Mathematics and Statistics, The University of North Carolina at

Greensboro, Greensboro, NC 27412, USA

Abstract

The classical models of evolution have been developed to incorporate structured populations using evolutionary graph theory and, more recently, a new frame-work has been developed to allow for more flexible population structures which potentially change through time and can accommodate multiplayer games with variable group sizes. In this paper we extend this work in three key ways. Firstly by developing a complete set of evolutionary dynamics (BDB, BDD, DBD, DBB, LB and LD) so that the range of dynamic processes used in classical evolution-ary graph theory can be applied. Secondly, by building upon previous models to allow for a general subpopulation structure, where all subpopulation members have a common movement distribution. Subpopulations can have varying lev-els of stability, represented by the proportion of interactions occurring between subpopulation members; in our representation of the population all subpopula-tion members are represented by a single vertex. In conjuncsubpopula-tion with this we extend the important concept of temperature (the temperature of a vertex is the sum of all the weights coming into that vertex; generally, the higher the temperature, the higher the rate of turnover of individuals at a vertex). Finally, we have used these new developments to consider the evolution of cooperation in a class of populations which possess this subpopulation structure using a multiplayer public goods game. We show that cooperation can evolve providing that subpopulations are sufficiently stable, with the smaller the subpopulations the easier it is for cooperation to evolve. We introduce a new concept of tem-perature, namely “subgroup temperature”, which can be used to explain our results.

1. Introduction 1

Evolutionary game theory has proved to be a very successful way of

mod-2

elling the evolution of, and behaviour within, populations. The classical models

3

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mainly focused on well-mixed populations playing two player games [31, 30], or

4

alternatively playing games against the entire population [30]. Simple models

5

such as the Hawk-Dove game [29] and the sex ratio game [20] have been used

6

to explain important biological phenomena.

7

These models were developed to consider finite populations explicitly [34,

8

Chapters 6-9] (although see [32, 33] for important earlier non-game theoretic

9

work) and structured populations using the now widespread methodology of

10

evolutionary graph theory originated in [26] (see also [3, 9, 52, 27], and [1, 44]

11

for reviews). Such population structures can have a profound effect on the result

12

of the evolutionary process even when individuals have a fixed fitness [26, 28, 40].

13

Further, even for a given structure, the rules of the evolutionary dynamics have

14

a significant effect on the evolution of the population.

15

Previous work has investigated a number of important questions, the most

16

widely considered being how cooperation can evolve. The evolution of

cooper-17

ation, where individuals make sacrifices to help others, can seem paradoxical

18

within the context of natural selection, especially amongst unrelated

individu-19

als. There are a number of ways that mathematical modelling has demonstrated

20

that cooperation can occur [35]; one key way is through the presence of

popula-21

tion structure, which can mean that cooperative individuals are more likely to

22

interact with other cooperators, which makes them resistant to exploitation by

23

defectors [36, 42]. In particular, this is true for structures where individuals are

24

heterogeneous [43] allowing hubs or clusters of cooperators to form. The

dynam-25

ics that one uses are also important; for example [36] showed that death-birth or

26

birth-death dynamics with selection on the second event promotes cooperation

27

but not when selection happens in the first event.

28

One limitation of evolutionary graph theory is that it naturally lends itself

29

to pairwise games, whereas real populations can often involve the simultaneous

30

interaction of many individuals [45, 15]. Multiplayer games, whilst more

com-31

mon in economic modelling [21, 6], have become used in increasing frequency

32

within evolutionary games starting with [38, 7] (see also [14, 18]) and it is

im-33

portant to incorporate these too into the modelling of structured populations.

34

A multiplayer public goods game [4, 5, 19, 54], (and this type of game is central

35

to our paper too, see Section 2.4) has been used in evolutionary graph theory

36

[25, 51, 24, 41, 56], but this typically involves forming an individual and all of

37

its neighbours into a group and allowing them to play a game. Although this is

38

convenient, it is not really natural because there is no mechanism for deciding

39

how individuals spend their time, and so how they share that time with others,

40

either singly or in groups.

41

More recently a general framework has been developed [10, 13, 8, 11] which

42

considers the interaction of populations in a more flexible way, where groups of

43

any size can form, with different propensity potentially depending upon a

num-44

ber of factors, including the history of the process. Crucially, the key elements

45

of evolutionary graph theory of population structure, game and evolutionary

46

dynamics occur for this new framework too; this makes it capable of analysing

47

different spatial structures whilst providing the flexibility for different

multi-48

player interactions. Prior to the current paper, the actual applications of the

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P1 P2 Pm−1 Pm Pm+1 PM−1 PM

I1 I2 In IN

p1,1

p2,1

p2,2

p1,m−1

pn,m

pn,m+1

pN,M−1

[image:4.612.173.441.123.241.2]

pN,M

Figure 1: The fully independent model from [10]. There areNindividuals who are distributed overM places such thatInvisits placePmwith probabilitypnm. Individuals interact with one another when they meet, for example,I1andI2can interact with one another when they meet inP1.

above framework have been limited. In particular only a single evolutionary

50

dynamics (the BDB dynamics from the current paper) has been used, and only

51

relatively simple populations, which resembled those in evolutionary graph

the-52

ory (the population consisting of individuals each resident at a unique graph

53

vertex) have been considered.

54

In this paper we further develop the general theory of the framework

orig-55

inated in [10]. We first show how to represent subpopulations using a reduced

56

graphical representation within our structure, which will then allow us to

po-57

tentially consider larger populations with a richer structure than previously. We

58

then demonstrate how to apply a standard set of evolutionary dynamics to

con-59

sider a range of evolutionary processes. This is vital since, as mentioned above,

60

dynamics can have a big effect on the outcome of evolution within other models,

61

including evolutionary graph theory, and as we will see, this is certainly also

62

true for our work. Finally we use these new tools to consider the evolution of

63

cooperation using a multiplayer public goods game [51, 48, 49, 4] and show that

64

cooperation can occur when both the structure and evolutionary dynamics act

65

together in favour of the cooperators.

66

The paper is structured as follows: in Section 2 the model framework is

67

described, including how to incorporate subpopulations. In Section 3 a standard

68

set of evolutionary dynamics to be used with our model are defined. In Section

69

4 we introduce and discuss the important concepts of fixation probability and

70

temperature. In Section 5 we study the evolution of cooperation in our model

71

with subpopulations. Section 6 is then a general discussion.

72

2. A framework for modelling evolution in structured populations 73

A framework for modelling the movement of individuals was presented in

74

[10]. This is a very general and flexible methodology, the details of which are

75

not necessary for the current paper. Below we describe the fully independent

76

version of this framework in which individuals move independently of each other

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[image:5.612.137.522.131.590.2]

Table of Notation

Notation Definition Description

N ∈Z+\ {0} Population size.

M ∈Z+\ {0} Number of places.

In Individualn.

Pm Placem.

G ⊂ {1,2, . . . , N} Group of individuals.

pnm ∈[0,1] Probability thatIn is in Pm.

χ(m,G) ∈[0,1] Probability of groupGforming in placePm. Fn ∈(0,∞) Fitness of individualIn.

Rn,m,G ∈[0,∞] Payoff toIn in G present inPm. h ∈(0,∞) Home fidelity.

d ∈Z+\ {0} Number of neighbours.

r,v ∈(0,∞) Background fitness, reward.

C, D Cooperator, Defector.

RC

c,d ∈[0,∞) Payoff to cooperator in a group (including

it-self) ofc cooperators andddefectors.

Rn,G ∈[0,∞) Payoff toIn in groupG.

S ={n:In is cooperator} State of the population.

N ={1,2, . . . , N} State in which all individuals are cooperators.

PSS0 ∈[0,1] State transition probability.

ρC

S ∈[0,1] Probability of fixating inN when initial state isS.

ρC [0,1] Mean fixation probability of a cooperator. W= (wij) wij ∈(0,∞) Weighted adjacency matrix that represents an

evolutionary graph.

vn Vertexnof an evolutionary graph. bi ∈[0,1] ProbabilityIi is selected for birth.

dij ∈[0,1] Probability Ii replacesIj given Ii is selected

for birth.

di ∈[0,1] ProbabilityIi is selected for death.

bij ∈[0,1] Probability Ii replaces Ij given Ij is selected

for death.

rij ∈[0,1] ProbabilityIi replacesIj.

Ti+ =P

jwij Out temperature ofIi.

Ti− =

P

jwji In temperature ofIj.

Qm ⊂ {1,2, . . . , N} Subpopulation of individuals.

TQm =

P

i∈N \Qm

P

j∈Qmwij Strict subpopulation temperature. Table 1: Notation used in the paper.

and independently of the population’s history (any past movements). Important

78

terms used in the current paper are given in Table 1.

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2.1. The fully independent model 80

The population is made up ofNindividualsI1, . . . , IN who can move around 81

M places P1, . . . , PM. The probability of individual In being at place Pm is 82

denoted by pnm; see Figure 1 for a visual representation using a bi-partite 83

graph. When individuals move around they form groups. Let G denote any

84

group of individuals, then the probabilityχ(m,G) that groupG forms in place

85

Pm is given by 86

χ(m,G) =Y

i∈G

pim

Y

j /∈G

(1−pjm). (2.1) 87

88

We can show from equation (2.1) that

89

1 =X

m

X

G

n∈G

χ(m,G) ∀n. (2.2)

90

91

This follows intuitively from the fact that individualInhas to be present in some 92

placePmin some groupG at any given time. The mean size of an individual’s 93

group (see also [13]) is given by

94

¯

G=X

m

X

G

χ(m,G)|G|2

P

m

P

Gχ(m,G)|G| =X

m

X

G

χ(m,G)|G|2

N (2.3)

95

96

where the simplification of the denominator follows from equation (2.2).

97

When a group of individuals is formed they will then interact with one

98

another. In particular, individual In will receive a payoff that depends upon 99

the group G it is present in and the place Pm occupied by this group. This 100

is denoted as Rn,m,G and was referred to in [10] as a direct group interaction

101

payoffbecause individualIn only interacts with other individuals with whom it 102

is directly present with ([10] allowed for a more general class of payoff but this

103

is the only type we will consider, and hence will just refer to it as the payoff).

104

IndividualIn’s fitness is then calculated by averaging its payoffs over all possible 105

groups and places that these groups can form as follows:

106

Fn =

X

m

X

G

n∈G

χ(m,G)Rn,m,G. (2.4)

107

A version of the fully independent model called the territorial raider model

108

was introduced in [10] and further developed in [8]. A generalization of this

109

model forms the basis of much of the work in this paper, although we note that

110

Section 3 in particular is more general.

111

2.2. The territorial raider model 112

In the territorial raider model, each individualIn has its own placePn with 113

no unoccupied places and, therefore, there is a one-to-one correspondence

be-114

tween individuals and places. A graph is used to represent the structure of the

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[image:7.612.177.438.129.219.2]

Figure 2: The territorial raider model of [10, 8]. (a) Population structure represented using a graph where vertices represent individuals and places. IndividualInlives in placePnand can visit any neighbouring places. For example, the home place ofI1is placeP1 but it can visit placesP2, P3andP4. (b) An alternative visualization on a bi-partite graph where individuals and places are clearly separated.

population where each vertex represents an individual and its corresponding

116

home such that two connected individuals can raid each others home places

117

(see Figure 2). The probability of raiding another’s home place is governed by

118

a common movement parameter called home fidelity, h, that measures an

in-119

dividuals’ preference for their home place. In particular, an individual withd

120

neighbours would stay on their home place with probability h/(h+d) or raid

121

any one of its neighbours’ home places with an equal probability of 1/(h+d)

122

(see Figure 2).

123

I1, I2 I3, I4 I5

(a)

I1 I2 I3 I4 I5

P1 P2 P3

(b)

Figure 3: The generalized territorial raider model. (a) Individuals that are members of sub-populationQmlive in placePmbut can visit neighbouring places. The territory of subpop-ulation{I1, I2}consists of placesP1 andP2, the territory of subpopulation{I3, I4}consists of placesP1, P2 and P3, the territory of subpopulation{I5} consists ofP2 andP3. (b) An alternative visualization as multiplayer interactions on a bi-partite graph where individuals and places are clearly separated.

2.3. The generalized territorial raider model 124

In this section we generalise the territorial raider model to include

subpopu-125

lations, based upon their movement distributions. We will see that individuals

126

within a given subpopulation are more likely to interact with each other than

127

with members of other subpopulations, and this will affect the success of their

128

strategies.

[image:7.612.164.446.404.504.2]
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Consider the fully independent model. We define a subpopulation of

individ-130

uals as a division of individuals from the main population that iswell-mixed[10],

131

which simply means that all of these individuals have an identical distribution

132

over the places. In particular, for a subpopulationQwe have that pim =pjm 133

∀ i, j ∈ Q and m = 1, . . . , M. This can be visualised in terms of a bipartite

134

graph as in Figure 1 where theI-vertices are now occupied by subpopulations

135

rather than individuals. This subpopulation structure is thus a special case of

136

the fully independent model.

137

For simplicity we will assume that individuals move as they do in the

terri-138

torial raider model; thus our model is a generalization of the territorial raider

139

model. A population ofN individuals is divided intoM non-overlapping

sub-140

populations Q1, . . . ,QM where |Qm| ≥ 0 such that N = Pm|Qm|. We will 141

assume that individuals in subpopulation Qm treat place Pm as their home 142

place, so that there is a one-to-one correspondence between subpopulations and

143

places. However, because we allow subpopulations to be empty, we can have

144

places in which no individuals reside. As before, the movement probabilities of

145

the individuals is governed by the home fidelityh. In particular, a

subpopula-146

tionQm that can visitdneighbouring places will stay in home place Pm with 147

probabilityh/(h+d) or move to one of its neighbouring places with probability

148

1/(h+d). Note that when there is one individual in each subpopulation, that

149

is |Qm| = 1 ∀m, we recover the territorial raider model in Section 2.2. This 150

information can be visually represented in two different ways as shown in

Fig-151

ure 3, which includes a graph whose vertices represent both subpopulations and

152

places. This generalized territorial raider model will be the basis of our detailed

153

investigation of the evolution of cooperation in Section 5.

154

2.4. A multiplayer public goods game 155

A multiplayer Hawk-Dove game [46] and a public goods game were

con-156

sidered in [8], though there are other games that can be considered like the

157

multiplayer stag hunt game [37].

158

In this paper we focus only on the multiplayer public goods game based on

159

the game defined by [51], where an individual’s payoff is an average of two player

160

public goods games (just a version of the standard prisoner’s dilemma) played

161

with each of its group mates. Players can either cooperate (C) or defect (D).

162

A cooperator always pays a cost 1 so that the other player receives a reward

163

v and a defector pays no cost but only receives a reward when present with a

164

cooperator. Note that the cost is set to 1 because scaling all the payoffs by

165

some other cost value does not affect the outcome of the game and, therefore,

166

the rewardv is a multiple of the cost. The payoff matrix is thus given by

167

C D

C v−1 −1

D v 0

. (2.5)

168

169

In [51] and most models involving public goods games, individuals are never

170

alone, and so what happens in the case they are alone is not considered.

How-171

ever, in our case it is possible for an individual to be alone, for example, an

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individual could remain on its home place and not be raided. As in [8], we will

173

assume that a lone cooperator still pays a cost but does not receive a reward

174

and lone defectors receive nothing. There are other ways that we can allocate

175

rewards to lone individuals; for example, in [22] there is a specific strategy, the

176

loner strategy, where cooperators choose to be alone and not pay a cost. Our

177

choice seems a natural generalisation of the prisoners dilemma model [51], where

178

individuals pay a cost but do not benefit from their own contributions. We note

179

that our version makes cooperation harder to evolve than the alternatives. Thus

180

if cooperators thrive in a population using our model, this can be thought of as

181

strong support for the evolution of cooperation.

182

In the multiplayer public goods game, the payoffs to cooperators and

defec-183

tors playing within a group ofc cooperators and ddefectors (including

them-184

selves) is then respectively given by

185

RC

c,d=

(

r−1, c= 1

r−1 +c+c−d11v, c >1 and R

D c,d=

(

r, c= 0

r+c+dc1v, c >0 (2.6)

186

187

whereris a background payoff, which is also a multiple of the cost, that every

188

individual receives, representing the contribution from activities that are not

189

related to the games. Generally, the effect of selection is weaker the larger

190

the value ofr (for example, see [12], Chapter 2). The payoff is then given by

191

Rn,m,G ≡RCc,d(≡Rc,dD) whenInis a cooperator (defector) and|G|=c+d, which 192

can then be substituted into Equation 2.4 to find the individual’s fitness. Note

193

that here the payoffs do not depend upon the place occupied by the individuals,

194

that is,Rn,m,G≡Rn,G.

195

3. Evolutionary dynamics 196

In this section we revisit the standard dynamics of evolutionary graph theory,

197

before demonstrating how we can adapt each of them to our framework. For

198

the current work there will actually only be two distinct dynamics, but for more

199

general cases each will be distinct, and so it is important to consider them all.

200

We start by recalling the dynamics from evolutionary graph theory.

201

3.1. Evolutionary dynamics in evolutionary graph theory 202

An evolutionary graph [26, 40] is a graph represented by a weighted

adja-203

cency matrix W= (wij) where wij ∈ [0,∞) is referred to as the replacement 204

weight. Each vertexvn of the evolutionary graph is occupied by one individual 205

and if wij > 0 then the individual on vi can place a copy of itself in vj by 206

replacing the individual there. It is assumed that the weights are chosen so that

207

the evolutionary graph is strongly connected, which means that there is a route

208

of finite length between any pair of verticesvi andvj. The weighted adjacency 209

matrixWis therefore said to define the replacement structure.

210

Assuming that there is only one replacement per update event, there are

211

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Dynamics

BDB bi= PFi

nFn

, dij = Pwij

nwin

BDD bi= 1

N, dij =

wijFj−1

P

nwinFn−1

DBD dj =

Fj−1

P

nF−

1

n

, bij =

wij

P

nwnj

DBB dj=

1

N, bij =

wijFi

P

nwnjFn

LB rij =

wijFi

P

n,kwnkFn

LD rij =

wijFj−1

P

[image:10.612.138.476.124.230.2]

n,kwnkFk−1

Table 2: Dynamics defined using the replacement weight as in [40]. In each case, B (D) is appended to the name of the dynamics if selection happens in the birth (death) event.

where a copy of the individual onvireplaces the individual onvj. In particular, 213

we can broadly classify these in terms of the order in which vi and vj are 214

picked. For birth-death dynamics (BD) the birth event happens first where the

215

individual on vi is chosen for birth with probability bi. The individual on vj 216

is then chosen for death conditional on the individual onvi giving birth with 217

probabilitydij, thusrij =bidij. For death-birth dynamics (DB) the death event 218

happens first where the individual onvj is chosen for death with probability 219

di. The individual on vi is then chosen for birth conditional on the death of 220

individual on vj with probability bij, thus rij =dibij. For link dynamics (L) 221

both birth and death events happen simultaneously and thereforerij cannot be 222

decomposed.

223

For each of these dynamics, natural selection can influence the birth (‘B’

ap-224

pended to name) or death (‘D’ appended to name) event. We use the definitions

225

of [28] who extensively studied a set of each of these dynamics. In terms of the

226

exact formulae of the transition probabilities, we use those of [40] as summarised

227

in Table 2. In these definitions, the dynamics are a function of the replacement

228

structure W and the fitnesses of the individuals such that the individual on

229

vertexvn has fitness Fn. 230

3.2. Evolutionary dynamics in our framework 231

In [8] a birth-death dynamics was defined to be used with the territorial

232

raider model. In this section we shall develop a consistent set of dynamics

233

for our framework. In particular, we will show that we can adapt the above

234

dynamics widely used in evolutionary graph theory.

235

To consider the evolution of the population it is useful to think of the

in-236

dividuals in the population in an abstract way. In particular, individuals in

237

the population change through time and, therefore, it is better to think of Ii 238

as a position that an individual can occupy. These positions are referred to

239

as I-vertices in [8] and have a particular relationship to the places, although

240

as the population evolves the actual individual, and in particular the type of

241

individual, occupying the position may change. We will generally simply refer

242

to theseI-vertices as “individuals” but make the distinction where necessary.

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This leads to a natural way to create evolutionary dynamics for our

frame-244

work; namely, by mapping each individual Ii to vertex vi, we can incorporate 245

the replacement weights of different interaction methods straight into the

for-246

mulae from Table 2. All that remains is to choose the replacement weights

247

appropriately.

248

The replacement weights used here are based on the assumption that an

249

offspring of individualIi is likely to replace another individualIj proportional 250

to the timeIi and Ij spend together. The offspring of Ii can also replace Ii 251

itself and it does this proportional to the timeIispends alone. Therefore, when 252

i6=j, the probability thatIi andIj meet is given by summingχ(m,G) over all 253

msuch that i, j∈ G. When they meet, we assume thatIi will spend an equal 254

amount of time with each other individual in groupG and, therefore, weight

255

χ(m,G) with 1/(|G| −1) since there are|G| −1 other individuals (an alternative

256

weighting could be 1/|G|that allows interaction within groups larger than one

257

to contribute to the probability ofIi’s offspring replacing itself). Note that this 258

is consistent with the payoffs from our public goods game, where each pairwise

259

payoff equally contributes to the total payoff an individual receives. On the

260

other hand, when i= j, we sumχ(m,G) over all m such thatG = {i}. Here

261

there is no need to weightχ(m,G) becauseIi is alone. 262

The replacement weights are therefore calculated as follows

263

wij =

        

X

m

X

G

i,j∈G

χ(m,G)

|G| −1 i6=j,

X

m

χ(m,{i}) i=j.

(3.1)

264

265

Thus we have a new set of evolutionary dynamics which can be applied to

266

our framework in a wdie variety of situations (including those that we consider

267

later in this paper). Note that the dynamics used in [8] is the BDB dynamics

268

defined from the above process.

269

By our definition W is symmetric, that is wij = wji ∀i, j, because the 270

probability ofIi meeting Ij within any given group is clearly the same as that 271

ofIjmeetingIi. We also have thatWis doubly stochastic, that is 1 =Pjwij = 272

P

iwij for alli, j, becausewij is the proportion of timeIi spends withIj (with 273

wii the proportion of time it spends alone), and it is always in precisely one of 274

theseN categories. In this case,Wis referred to as beingisothermal [26, 40].

275

We note that the results above hold because of the particular weightswijthat 276

we have chosen. Although these are natural, they are not the only possibility.

277

In particular we could have alternative weights where wij and wji are not in 278

general equal and/or whereWis not isothermal.

279

4. Fixation probability and the temperature 280

4.1. The fixation probability 281

The (mean)fixation probabilityρC (ρD) is the probability that the offspring 282

of a randomly placed mutant cooperator (defector) eventually replaces the entire

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population. This can be uniformly at random as in [26]; alternatively, one can

284

use themutant appearance distributionas described in [2]. [8] used a version of

285

this where they weighted the fixation probabilities using the mean temperature.

286

For this current work we use the arithmetic mean, as the difference between

287

these two approaches is negligible here, with the arithmetic mean being greater

288

than or equal to the weighted mean [2]. For more details on how the fixation

289

probability is calculated, see the Appendix.

290

As in [50], we will use the neutral fixation probability 1/N as a benchmark

291

when comparing cooperators and defectors using their fixation probabilities. In

292

particular, [50] say thatselection opposes D replacing C when ρC <1/N and 293

selection favoursC replacingD when 1/N < ρC. It is said that typeCevolves 294

if both these conditions hold, i.e. if

295

ρD<1/N < ρC. (4.1)

296 297

4.2. Concepts of temperature 298

In [26] thein temperature (or just the temperature) of a vertex of an

evo-299

lutionary graph was introduced to measure how likely an individual occupying

300

a particular vertex is to be replaced by another individual’s offspring. [28]

301

extended this definition and introduced the out temperature of a vertex of an

302

evolutionary graph to measure how likely the offpsring of the individual

occupy-303

ing that vertex will replace another individual. These definitions of the in and

304

out temperatures of individualIn for an evolutionary graphWare respectively 305

defined as follows

306

Tn− =

X

i

win and Tn+=

X

i

wni. (4.2) 307

308

In general, the in and out temperatures can be different. However, in our

309

case, W is doubly stochastic and symmetric and, therefore, the in and out

310

temperatures are identical. We therefore work with the definition of only in

311

temperature and simply refer to it as the temperature.

312

An alternative version of the definition of temperature (used in [8]) is the

313

stricttemperature that measures how often an individual is likely to be replaced

314

by other individuals excluding itself. SinceW is doubly stochastic, the strict

315

temperature of individualIn for an evolutionary graphWis given by 316

Tn=

X

i6=n

win= 1−wnn. (4.3) 317

318

The definition of strict temperature can be extended to subpopulations to

319

give the strict subpopulation temperature. This measures how likely an

in-320

dividual in subpopulation Qm is to be replaced by an individual in another 321

subpopulation. Clearly all individuals in a subpopulation have the same

tem-322

perature (for any of our temperature definitions), since they all have the same

323

movement distribution. The strict subpopulation temperature is calculated by

(13)

6 60 600 6000

60000 600000 33 330

3300 33000

330000

222 2220 22200 222000 111111 Structures

0.13 0.14 0.15 0.16 0.17 0.18 0.19 0.20

Av

er

ag

e F

ixa

tio

n

Pr

ob

ab

ilit

y

ρ

ρC (Cooperator) ρD (Defector) 1/N

(a)

6 60 600 6000

60000 600000 33 330

3300 33000

330000

222 2220 22200 222000 111111 Structures

0.14 0.16 0.18 0.20

Av

er

ag

e F

ixa

tio

n

Pr

ob

ab

ilit

y

ρ

ρC (Cooperator) ρD (Defector) 1/N

[image:13.612.137.476.122.332.2]

(b)

Figure 4: Comparing average fixation probability for different complete structures where fig-ure (a) uses DBD dynamics and figfig-ure (b) uses DBB dynamics. Each number indicates a subpopulation of a certain density. For example 60 is a complete structure with 2 subpopu-lations of size 6 and 0 respectively; 2220 has three subpopusubpopu-lations of size 2 and one of size 0. In each case the public goods game parameters arer= 30, v= 10 and movement parameter ish= 30. We see that in figure (a) for the DBD dynamics, cooperators perform poorly in all cases. In figure (b), cooperators do better for small groups (greater than one). Increasing the number of empty places is beneficial for defectors.

summing all weightswij such thatIi is not part of subpopulationQmandIj is 325

part of subpopulationQmgiving 326

TQm =

X

i∈N \Qm

X

j∈Qm

wij. (4.4)

327

328

This means that if there is only one subpopulation then its strict subpopulation

329

temperature is 0 by definition, that is,TQm = 0 ifQm=N.

330

We note that a strategy introduced in one subpopulation can spread

through-331

out the population becauseWis strongly connected. This implies that if there

332

is more that one non-empty subpopulation then the strict subpopulation

tem-333

perature is non-zero for all non-empty subpopulations, that is, TQm > 0 if

334

|Qm| > 0. To measure the connectedness of the subpopulations, that is how 335

often the different subpopulations interact with one another, we use the mean

336

strict subpopulation temperature that is defined as follows

337

hTQmi=

1

N M

X

m=1

|Qm|TQm. (4.5)

338

(14)

1 2 3 4 5 6 Density δ

0.05 0.10 0.15 0.20 0.25

Av

er

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Pr

ob

ab

ilit

y

ρ

[image:14.612.136.304.123.305.2]

ρC (Cooperator) ρD (Defector) 1/N

Figure 5: Comparing average fixation probability for differentδthat is the size (or density) of each subpopula-tion in a complete graph with 4 sub-populations. The public goods game parameters are set tor= 30, v= 11, the movement parameters are set to

h= 30 and dynamics used are DBB. As in Figure 4, cooperators evolve better in small groups (larger than 1), namely groups of size two and three, with a small advantage for groups of size four.

5. Cooperation in generalized territorial raider models 340

In this section we study the effect that different model parameters have

341

on the evolution of cooperation. For models investigating the evolution of

co-342

operation using evolutionary graph theory, both the evolution and interaction

343

of individuals are dictated by a fixed structure, following games with a fixed

344

number of players (almost always two). In our model the replacement

struc-345

ture emerges from the interactions between individuals, involving games with a

346

varying number of players, and therefore give us a different perspective on the

347

evolution of cooperation.

348

5.1. The effect of the dynamics 349

As we mentioned in Section 1, for evolutionary graph theory models,

coop-350

eration is favoured when using DBB or BDD dynamics, but not DBD or BDB

351

dynamics, if the structure allows a cluster of cooperators to form (also see [36]).

352

This is consistent with [8] where we studied the effect of the BDB dynamics

353

on the public goods game and cooperators generally performed poorly. It was

354

shown that defectors dominate regardless of the structure of the population and

355

the game parameters. We are now in a position to revisit the public goods

356

game with more flexibility both in terms of the dynamics and the structure of

357

the population. In terms of the dynamics, the results for BDB and DBD are

358

identical (as are those for BDD and DBB), because the replacement structure

359

Wis symmetric and doubly stochastic, so whether birth or death occurs first

360

(but not whether selection occurs in the first or second position) is irrelevant,

361

see Table 2. Furthermore, the LB and LD dynamics are equivalent to the BDB

362

and DBD dynamics, respectively, becauseWis isothermal. This can be shown

363

for LB dynamics (and similarly for LD dynamics) as follows

364

rLBij = P Fiwij

n,kFnwnk

= P Fiwij

nFn(

P

kwnk)

= PFi

nFn

wij =rBDBij .

(15)

366

Thus in what follows, we only mention one dynamics from each pair, in each

367

case the DB dynamics.

368

For DBD dynamics, the defectors do better than cooperators regardless of

369

the population structure. However, for DBB dynamics, cooperators are favoured

370

over defectors for certain population structures. In particular, these structures

371

that favour cooperators contain small subpopulations, ideally of two individuals.

372

We can see this in Figure 4, where the fixation probability is plotted against

373

different complete population structures for the DBD (Figure 4a) and DBB

374

(Figure 4b) dynamics (as explained in the caption, for each population, each

375

number in its representation corresponds to a subpopulation of that size). For

376

example, for the complete structure 222 where there are 3 subpopulations of

377

size 2, the cooperators outperform defectors by a large amount.

378

To understand why this is the case, consider a population of two individuals

379

where one individual is a cooperator and the other a defector. Within such a

380

population, the cooperator will be less fit than the defector. For DBD dynamics,

381

the least fit individual is most likely to be chosen for death and the fixation

382

probability is proportional to the fitness of the individual. This means that

383

a cooperator has a low fixation probability compared to a defector. However,

384

when using DBB dynamics, one of the two individuals in randomly chosen for

385

death and immediately replaced by the offspring of the other individual. This

386

means that regardless of the fitness of the individual, each type will fixate with

387

probability 1/2. For sufficiently high home fidelity parameter h, individuals

388

primarily interact with their members of their own subpopulation. Therefore,

389

in such a population where there exists a subpopulation of two individuals, a

390

cluster of two cooperators is more likely to form when using DBB dynamics.

391

This cluster of cooperators has a fitness larger than that of a cluster of defectors,

392

provided thatv >1, thereby establishing a stronghold against defectors. In fact,

393

a subpopulation of sufficiently small size (but greater than one) can establish a

394

stronghold against defectors as shown in Figure 5. Here the fixation probability

395

is plotted against a complete structure with four subpopulations that each have

396

size ranging from 1 to 6. Subpopulations of size two are best for cooperation,

397

with their advantage over defectors declining as the size of the subpopulation

398

increases. Given the parameters used, subpopulations of two to four cooperators

399

can successfully resist invasion, but larger subpopulations cannot.

400

5.2. The effect of the temperature 401

In [8] the strict temperature and mean group size were both shown to be

402

strongly correlated with the fixation probability, with the effect of the former

403

shown to be stronger. We therefore focus on the temperature, namely the strict

404

subpopulation temperature. Note that in [8] there is one-to-one correspondence

405

between individuals and places, which implies that the strict temperature and

406

strict subpopulation temperature are identical, but this is not the case here.

407

The individual temperature is a measure of how often an individual interacts

408

with other individuals including those who are part of the same subpopulation;

(16)

100 101 102 Home Fidelity

0.05 0.10 0.15 0.20 0.25 0.30 0.35

Average Subpopulation Temperature

(a)

0.05 0.10 0.15 0.20 0.25 0.30 0.35 Average Subpopulation Temperature

0.10 0.12 0.14 0.16 0.18 0.20 0.22 0.24

Average Fixation Probability

ρC (Cooperator) ρD (Defector) 1/N

[image:16.612.136.479.146.346.2]

(b)

Figure 6: Figure (a) plots the mean subpopulation temperature against the home fidelityh

for a complete population structure with 3 subpopulations of size 2 each. Figure (b) then plots the fixation probabilities against these values of the mean subpopulation temperature wherer = 30 andv = 10 for the public goods game, and the dynamics used are DBB. In particular, we notice that the fixation probability of the cooperators is decreasing with the mean subpopulation temperature.

(1,12) (2,6) (3,4) (4,3) (6,2) (12,1) Structures

0.06 0.07 0.08 0.09 0.10 0.11 0.12

Av

er

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tio

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Pr

ob

ab

ilit

y

ρ

ρC (Cooperator) ρD (Defector) 1/N

[image:16.612.137.303.463.650.2]
(17)

thus an individual may have a high temperature but that does not mean it is

410

interacting with individuals from other subpopulations. In particular whenever

411

individuals are not alone very often, this temperature does not vary so much

412

between different individuals, and so is not a useful concept when there are

non-413

trivial subgroups. The strict subpopulation temperature, on the other hand,

414

considers interactions with individuals only from other subpopulations, and thus

415

can be very variable. We shall see that this temperature is a good predictor of

416

important population properties.

417

The mean strict subpopulation temperature decreases when home fidelity

418

increases as shown in Figure 6a. This is because the individuals are more likely

419

to remain on their home place than visit another place as home fidelity increases,

420

therefore reducing interactions with other subpopulations, and in particular the

421

probability that a member of one subpopulation replaces a member of another

422

at any given time.

423

In [8] it was shown that for BDB dynamics for structures where each

sub-424

population is of size one, there was a linear relationship between the strict

425

(subpopulation) temperature and the fixation probability, with the higher the

426

temperature, the stronger the effect of selection. We investigated this for DBB

427

dynamics, and found an opposite linear effect, which is consistent with [28] who

428

showed that the DBB dynamics suppresses the effect of selection the most for

429

the complete graph. We note that this relationship only holds for relatively

430

weak selection, and we can reverse the relationship (and make it non-linear) by

431

increasing the value of the reward.

432

To promote cooperation we need a structure involving a subpopulation of

433

size at least two. However, whether these structures promote cooperation or

434

not also depends upon the base fitness and reward, and so we assume that the

435

base fitness and reward are sufficiently large for this to be the case, see Section

436

5.4. In this case, decreasing the temperature by increasing the home fidelity

437

promotes cooperation. In particular, the relationship between the mean

fixa-438

tion probability of cooperators and the mean strict subpopulation temperature

439

is negative and nonlinear as shown in Figure 6b. The nonlinearity arises not

440

only from the nonlinear payoff function of the public good game, but also from

441

the fact that there exists a subpopulation that has size at least two. For

co-442

operators, the mean fixation probability is negatively correlated with the mean

443

strict subpopulation temperature because the mean strict subpopulation

tem-444

perature is highest when home fidelity is lowest, i.e. when cooperators cannot

445

separate themselves from the population and form clusters, consequently

defec-446

tion evolves. On the other hand, for low mean strict subpopulation temperature,

447

and so high home fidelity, it is easier to form clusters of cooperators that allows

448

cooperation to evolve. This kind of behaviour is also evident in Figures 4 and

449

7.

450

5.3. The effect of the number of places 451

In [8] each individual had their home place and there were no empty places

452

(non home places) that individuals could visit. In our case, individuals can

(18)

33 330 3300 33000

330000 222 2220 22200 222000 Structures

0.12 0.14 0.16 0.18 0.20 0.22

Av

er

ag

e F

ixa

tio

n

Pr

ob

ab

ilit

y

ρ

ρC (h=30, p

nn variable)

ρD (h=30, p

nn variable)

ρC (p nn constant) ρD (p

nn constant)

1/N

(a)

33 330

3300 33000

330000 222 2220 22200 222000 Structures

0.01 0.02 0.03 0.04 0.05 0.06

Mean Strict Subpopulation Temperature

pnn constant h=30, pnn variable

[image:18.612.137.480.123.296.2]

(b)

Figure 8: Figure (a) shows the effect of compensating for empty places by increasing the home fidelity such that the probability of staying in their home place,pnn, remains the same. We start ath = 30 for the 33 and 222 structures. As an empty place is added,h is increased so thatpnn= 30/31 for the 330,. . . ,330000 structures andpnn= 30/32 for 2220,. . . ,222000 structures. In all casesr= 30 andv= 10. We can see that after compensating for the above effect, the influence of introducing empty places is both reversed and weakened. Figure (b) shows the mean strict subpopulation temperature dropping off when we compensate for the empty places by increasing the home fidelity such thatpnnremains the same.

visit non home places and we therefore investigate what effect this has on the

454

evolution of cooperation.

455

As seen in Figure 4, increasing the number of empty places that

subpopu-456

lations can visit, whilst keeping all other parameters constant, makes it more

457

difficult for cooperation to evolve. In particular, this effect is prominent for

458

structures where cooperators were initially doing well. For example, for the

459

structure 222 where the cooperators do best, increasing the number of places

460

significantly reduces their fixation probability whilst increasing that of the

de-461

fectors. Here increasing the number of places acts in the same way as decreasing

462

the home fidelity, i.e. as decreasing the amount of time an individual spends in

463

its home place with members of its subpopulation. Thus the amount of time

464

an individual spends alone or with individuals not from its subpopulation

in-465

creases, so that the overall fitness of a cooperative subpopulation will decrease

466

(they still pay a cost but do not receive a benefit when alone). In terms of

467

the dynamics, spending more time alone would increase the effect of selection

468

in DBB dynamics because an individual with higher fitness that is randomly

469

chosen for death is more likely to be replaced by its own offspring, which affects

470

the cooperators adversely. A cooperative subpopulation will also have lower

471

fitness because its members are more likely to interact with individuals from

472

other subpopulations, therefore exposing them to defectors. The increased

in-473

teraction between individuals will also increase the effect of selection in DBB

474

dynamics because an individual with higher fitness that is randomly chosen for

(19)

death is less likely to be replaced by an individual with lower fitness in the same

476

subpopulation.

477

The increase in the number of places can be compensated for by increasing

478

the home fidelity, so that individuals stay in their home place with the same

479

probability. This has the effect of decreasing the mean strict subpopulation

480

temperature as individuals are more likely to spend time with members of their

481

subpopulation. This is shown in Figure 8, where we can see that the effect of

482

adding empty places is now reversed, although the strength of this reverse effect

483

is weak.

484

5.4. The effect of a large home fidelity 485

Consider a well-mixed population of M subpopulations each containing L

486

individuals, so that N = M L, as described in Section 2.3, where h is very

487

large. Consequently from equation (3.1),χ(m,G) is approximately 1 ifG=Qm, 488

and is approximately 0 otherwise. Thus the fitness of an individual can be

489

evaluated assuming that we have a group containing precisely all individuals

490

from its subpopulation with probability 1. Due to the symmetric nature of our

491

population, the weights for any two individuals in the same subpopulation will

492

be the same, as will the weights for any two members of different subpopulations.

493

Denoting the latter aswO, which will be small, we havewij=wO whenIi and 494

Ij are not in the same subpopulation, andwij =wI ≈[1−(M−1)LwO]/(L−1) 495

otherwise, with the probability of self-replacement negligible.

496

It follows that only replacements within subpopulations will happen, except

497

very rarely. Thus we can assume that the battle within any mixed subpopulation

498

of cooperator (C) and defector (D) individuals will be resolved with fixation of

499

one type or the other before any new mixed subpopulation appears.

500

We thus consider a two stage process. Firstly, a new mixed group appears.

501

This occurs rarely, through the invasion of a cooperator into a defector

subpop-502

ulation, or a defector into a cooperator subpopulation. Assuming that there are

503

currently MC(MD = M −MC) cooperator (defector) subpopulations, such a 504

transition happens with probability

505

pCI=

MD

M

MCLwOFL(C)

(L−1)wIFL(D) +O(wO)

(5.1)

506

of a cooperator into a defector subpopulation, or

507

pDI = MC

M

MDLwOFL(D)

(L−1)wIFL(C) +O(wO) (5.2) 508

of a defector into a cooperator subpopulation. The termsFL(C) andFL(D) are 509

the fitnesses of cooperator and defector individuals within their own

subpopu-510

lations, and are obtained directly from equations (2.4) and (2.6), and the terms

511

O(wO) are of the order ofwO, and very small. Further denotingx=v/[r(L−1)] 512

we obtain that the ratio of the two expressions in equations (5.1) and (5.2), and

513

thus the relative frequency that the new invasions happen, is thus

514

pCI

pDI

F

L(C)

FL(D)

2

=

1 + v−1

r

2

≈(1 + (L−1)x)2 (5.3)

(20)

for largev andr.

516

The second process considers fixation within a well-mixed group of size L.

517

Following [23] we obtain the formula

518

xi=

1 +Pi−1

j=1

Qj

k=1δβkk

1 +PL−1

j=1

Qj

k=1βδkk

, (5.4)

519

for the fixation probability oficooperators within a population of sizeL. Here

520

βk (δk) is the probability that the next event is the replacement of a defector 521

(cooperator) by a cooperator (defector), when the number of cooperators isk.

522

We have here

523

δk =

k(L−k)

L

r+Lkv1

(L−1)r+ ((L−k)k+ (k−1)2) v

L−1−(k−1)

, (5.5)

524

525

βk =

k(L−k)

L

r+(kL1)1v −1

(L−1)r+ ((L−k−1)k+k(k−1))Lv1−k. (5.6)

526

For sufficiently larger, we obtain

527

δk

βk

≈ 1 +kx

1 + (k−1)xfk(x), (5.7)

528

where

529

fk(x) =

L−1 + (L−2)kx

L−1 + ((L−2)k+ 1)x <1. (5.8)

530

The fixation probability of a single cooperator in a group of defectors is given

531

by ρC,L = x1, and the fixation probability of a single defector in a group of

532

cooperators isρD,L= 1−xL−1. We thus have

533

ρD,L

ρC,L

=

L−1

Y

k=1

δk

βk

=

L−1

Y

k=1

1 +kx

1 + (k−1)xfk(x) = (1 + (L−1)x) L−1

Y

k=1

fk(x). (5.9) 534

535

This implies that

536

pCI

pDI

>ρD,L

ρC,L

. (5.10)

537

Following our assumptions, the population evolves following a succession of

538

invasions of subpopulations either of cooperators by defectors or of defectors by

539

cooperators. The probability that the next such event will be the invasion of a

540

subpopulation of defectors by a cooperator is simply

541

pCIρC,L

pCIρC,L+pDIρD,L

= rS 1 +rS

, (5.11)

542

where rS = pCIρC,L/pDIρD,L is the forward bias [40] of cooperative groups 543

within our population. For a cooperator to fixate in the population it must first

(21)

fixate within its group with probabilityρC,L, after which, there is a competition 545

between groups proceeding precisely as in a Moran process, so that we have

546

ρC=ρC,L

1−1/rS

1−(1/rS)M

, (5.12)

547

with the equivalent expression forρD, 548

ρD=ρD,LrS

−1

rM

S −1

. (5.13)

549

It is clear from equation (5.10) thatrS >1, so thatρC is greater thanρC,L(1− 550

1/rS) for anyM. LettingM become large means that 1/N= 1/M Lwill be less 551

thanρC, but larger than ρD, so that inequality (4.1) holds. This means that 552

for sufficiently largeh, r andv, we have that cooperation evolves for any given

553

subpopulation size L. Thus cooperation can potentially evolve for arbitrarily

554

large subpopulations, although as we have seen previously, it is easier for smaller

555

subpopulations.

556

6. Discussion 557

In [10] a new framework for the flexible modelling of structured populations

558

using multiplayer interactions was introduced, see also [8, 13, 11]. This work

559

built on classical evolutionary graph theory, but was limited in terms of the

560

dynamics used. In this paper we have developed this framework further. Most

561

importantly we have developed a full range of dynamics to apply in the

frame-562

work, which will allow us to consider many different evolutionary scenarios. In

563

particular these can be applied for the fully independent model in general, not

564

just the examples considered here, enabling us to use a fuller range of the

pos-565

sibilities that our flexible framework allows. Thus this paper can be thought to

566

complete the basic development phase of our work.

567

We have then developed the fully independent model to incorporate

subpop-568

ulations and in particular consider a generalized version of the territorial raider

569

model introduced in [8]. This is beneficial because previously the fully

inde-570

pendent model, represented in the bipartite graph in Figure 1, would require

571

a vertex for every individual as well as an additional vertex for every available

572

place. Now we just need a vertex per subpopulation, potentially allowing a

573

small number of very large subpopulations to be considered, which would not

574

have been possible previously. Furthermore, generalizing the territorial raider

575

model in this allows modelling of more complex movement behaviour as seen

576

in, for example, African wild dogs that live in packs [17].

577

This type of structure has been considered in a slightly different context,

578

for example, the island- or community-structured populations of [53]. In this

579

model interactions occur at multiple levels, interactions between community

580

members being more common than those with non-community members where

581

interaction occurs at multiple levels. Members of one community first play a

582

public goods game and then join the members of another community and play a

(22)

public goods game such that, at the highest level, the entire population plays a

584

public goods game. This is in contrast to our case, where individuals only play

585

a game if they are present in the same place at the same time. They showed

586

that cooperation can evolve when DBB dynamics are used and selection is weak

587

within communities, which is consistent with our results.

588

We note that the framework of [8] is capable of modelling far wider

be-589

haviour than that developed here, in particular it is able to consider dynamic

590

populations whose distributions continuously change due to their history, and

591

the interactions that they have. Thus it can incorporate the type of situations

592

with mobile populations modelled in [55, 47]. In particular, movement can

fol-593

low a stochastic process in which the individuals move depending upon their

594

current state as in [16]. In a soon to be recently submitted paper [39] we have

595

developed a Markov chain version of our model similar to this, and again

con-596

sider a combination of theoretical developments and the specific application of

597

the evolution of cooperation.

598

We then applied our new methodology to an example, considering the

evolu-599

tion of cooperation within a population involving subpopulations. We saw as in

600

evolutionary graph theory that the choice of dynamics is crucial, and that DBD

601

(and BDB) dynamics would not allow cooperation to evolve, but that DBB (and

602

BDD) would, which is consistent with [36]. Further, using the latter dynamics,

603

the size and the level of isolation of the subpopulations is important, with the

604

smaller the subpopulations and the greater the isolation, the greater the chance

605

for cooperation to evolve. Unsurprisingly, the larger the level of rewardv, the

606

better the cooperators do. In particular, the larger the subpopulations, the

607

larger the rewardvrequired for cooperation to evolve; note that this is similar

608

to the requirement that the benefit-to-cost ratio exceeds the average number of

609

neighbours an individual has from [36].

610

We see from Figure 6 that our new idea of strict subgroup temperature

611

is important in explaining the level of cooperation that evolves. Low (high)

612

temperature helps promote the invasion of cooperators (defectors). In

particu-613

lar, higher temperatures allow cooperators to cluster more strongly and benefit

614

more from cooperating with one another. We note that this raises a more

gen-615

eral question about temperature. Within subpopulation temperature includes

616

replacement weights between pairs of individuals from different subpopulations,

617

but excludes weights between pairs from within the same subpopulation. What

618

if two individuals have very similar, but not identical, movement distributions

619

(and thus whilst formally not within the same subpopulation, for practical

pur-620

poses they might as well be)? Under the current definition no distinction is made

621

between this and two individuals whose distributions are completely different.

622

We will investigate this question in later work.

(23)

Acknowledgments 624

This work was supported by funding from the European Union’s Horizon

625

2020 research and innovation programme under the Marie Sklodowska-Curie

626

grant agreement No 690817. The research was also supported by the Simons

627

Foundation Grant 245400 to JR and a City of London Corporation grant to KP.

628

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Figure

Figure 1: The fully independent model from [10]. There are Nmeet in individuals who are distributedover M places such that In visits place Pm with probability pnm
Table of Notation
Figure 2: The territorial raider model of [10, 8]. (a) Population structure represented using agraph where vertices represent individuals and places
Table 2: Dynamics defined using the replacement weight as in [40]. In each case, B (D) isappended to the name of the dynamics if selection happens in the birth (death) event.
+5

References

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